Neither woman developed a "deep" connection with him in my view. Selina did not have that many scenes with Batman nor Bruce in order to fully build a connection/relationship that concludes running away together when the dust settled from the battle in Gotham. I've seen the film 3 times and I just didn't feel it. Doesn't seem like Bruce feels it either by the way he reacts to her kiss. And Talia/Miranda? It's not even really worth mentioning because it was manipulation and complete lack of caring on her side.

When it comes to who Bruce Wayne shared the deepest connection with, when you look at all 3 films and all 3 women, it's Rachel, even if she didn't "understand his mission", which I don't think is entirely true. She couldn't handle it.